+110.4%
TROW vs WING
+637.4%
-527.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | +0.5% | -2.5% | +3.0% | +0.9% |
| 30D | +9.3% | +29.5% | -20.2% | +3.9% |
| 3M | -0.9% | +40.2% | -41.1% | -7.9% |
| 6M | +8.3% | +32.7% | -24.4% | +0.8% |
| YTD | +10.6% | -32.8% | +43.4% | +15.6% |
| 1Y | +10.5% | -31.7% | +42.3% | +14.8% |
| 3Y | +36.5% | -24.7% | +61.3% | +30.3% |
| 5Y | -37.1% | -0.5% | -36.6% | -46.6% |
| 10Y | +125.2% | +647.5% | -522.3% | +24.4% |
| All | +110.4% | +637.4% | -527.0% | +12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded WING wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling